-3.9%
GLD vs VRSN
+29.0%
-32.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.0% |
| 7D | -2.0% | -1.2% | -0.7% | -2.1% |
| 30D | -4.4% | +3.8% | -8.2% | -3.9% |
| 3M | -8.9% | +9.5% | -18.4% | -7.6% |
| 6M | -16.0% | +10.3% | -26.2% | -14.6% |
| YTD | -7.9% | +30.5% | -38.3% | -3.0% |
| 1Y | -3.9% | +27.9% | -31.7% | +1.0% |
| All | -3.9% | +29.0% | -32.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VRSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling